عنوان

Modelling operational risk using Bayesian inference /

شابک

3642159230 (e-book)

شابک

9783642159237 (e-book)

شابک اشتباه

9783642159220

شماره

b512846

عنوان اصلي

Modelling operational risk using Bayesian inference /

نام عام مواد

[Book]

نام نخستين پديدآور

Pavel V. Shevchenko.

محل نشرو پخش و غیره

New York :

نام ناشر، پخش کننده و غيره

Springer,

تاریخ نشرو بخش و غیره

[2011]

تاریخ نشرو بخش و غیره

©2011

نام خاص و کميت اثر

1 online resource (xvii, 302 pages)

متن يادداشت

Includes bibliographical references (pages 289-298) and index

متن يادداشت

Many banks are undertaking quantitative modelling of operational risk using the Loss Distribution Approach (LDA) based on statistical quantification of the frequency and severity of operational risk losses. There are a number of unresolved methodological challenges in the LDA implementation. Overall, the area of quantitative operational risk is very new and different methods are under hot debate. This book is devoted to quantitative issues in LDA. In particular, the use of Bayesian inference is the main focus. Though it is very new in this area, the Bayesian approach is well suited for modelling operational risk, as it allows for a consistent and convenient statistical framework for quantifying the uncertainties involved. It also allows for the combination of expert opinion with historical internal and external data in estimation procedures. These are critical, especially for low-frequency/high-impact operational risks. --

منبع سفارش / آدرس اشتراک

Springer

شماره انبار

978-3-642-15922-0

عنوان

Modelling operational risk using Bayesian inference.

شماره استاندارد بين المللي کتاب و موسيقي

9783642159220

عنوان

SpringerLink

موضوع مستند نشده

Banks and banking.

موضوع مستند نشده

Bayesian statistical decision theory.

موضوع مستند نشده

Economics, Statistics.

موضوع مستند نشده

Operational risk.

موضوع مستند نشده

Risk management.

موضوع مستند نشده

BUS-- 004000

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Shevchenko, Pavel V.

مستند نام تنالگان تاييد نشده

Ohio Library and Information Network.

تاريخ عمليات

20120425035440.0

قواعد فهرست نويسي ( بخش توصيفي )

rda

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y